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Results tagged with mathematical-statistics
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user 362295
Mathematical theory of statistics, concerned with formal definitions and general results.
2
votes
1
answer
196
views
Prove E[Y|X] = f(X)
I have a model $Y = f(X) + \epsilon$
where $\epsilon$ is independent of $X$ and $\mathbb{E}[\epsilon]=0, \mathbb{E}\left[\epsilon^2\right]=\sigma^2$.
Show that
$$
f(X)=\mathbb{E}[Y \mid X]
$$
This is …
- 25
0
votes
1
answer
95
views
hypothetical statistical test - type I and type II errors
A hypothetical statistical hypothesis test that can be used for any type of hypothesis is conducted by drawing a random number between 0 and 1 and rejecting the null hypothesis if it is less than 0.05 …
- 25